Uses of Class
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch.GARCHModel

Packages that use GARCHModel

Package	Description
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch

Uses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch

Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch that return GARCHModel

Modifier and Type	Method and Description
GARCHModel	ARMAGARCHModel.getGARCHModel() Get the GARCH part of this model.

Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch with parameters of type GARCHModel

Constructor and Description
ARMAGARCHModel(ARMAModel arma, GARCHModel garch) Construct a univariate ARMA-GARCH model.

Uses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch

Subclasses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch

Modifier and Type	Class and Description
class	GARCH11Model An GARCH11 model takes this form. \[ h_t = \alpha_0 + \alpha_1 e_{t-1}^2 + \beta_1 h_{t-1} \]

Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch that return GARCHModel

Modifier and Type	Method and Description
GARCHModel	GARCHFit.getModel() Get the fitted GARCH model.

Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch with parameters of type GARCHModel

Constructor and Description
GARCHModel(GARCHModel that) Copy constructor.
GARCHSim(GARCHModel model) Simulate an GARCH model.
GARCHSim(GARCHModel model, double[] z, RandomNumberGenerator rng) Simulate an GARCH model.
GARCHSim(GARCHModel model, RandomNumberGenerator rng) Simulate an GARCH model.